Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-23 0.323189 0.353508 0.386466 0.425137 0.469508 0.519113 0.579167
2025-03-30 0.286111 0.324981 0.369602 0.425172 0.493315 0.575222 0.682797
2025-04-06 0.258325 0.301829 0.353886 0.421812 0.509720 0.622021 0.780446
2025-04-13 0.231129 0.275820 0.331002 0.405658 0.506503 0.641926 0.844950
2025-04-20 0.216413 0.263484 0.323378 0.407321 0.525673 0.692972 0.960545
2025-04-27 0.203621 0.252221 0.315695 0.407479 0.541997 0.741427 1.080864
2025-05-04 0.192433 0.241986 0.308210 0.406691 0.556229 0.788051 1.207149
2025-05-11 0.183775 0.234371 0.303467 0.409001 0.574858 0.843663 1.360708
2025-05-18 0.171710 0.221174 0.289771 0.396582 0.568730 0.857154 1.439080
2025-05-25 0.160210 0.208046 0.275229 0.381521 0.556497 0.858086 1.492510
2025-06-01 0.154240 0.202383 0.271102 0.382097 0.569960 0.906252 1.655356
2025-06-08 0.151773 0.201553 0.273963 0.393810 0.603517 0.996733 1.938611
2025-06-15 0.147434 0.197889 0.272527 0.398815 0.626654 1.072919 2.220503
2025-06-22 0.142562 0.193132 0.269050 0.400035 0.642930 1.138132 2.500667
2025-06-29 0.137295 0.187481 0.263786 0.397693 0.652098 1.189808 2.765522
2025-07-06 0.129846 0.178140 0.252119 0.383260 0.636059 1.182241 2.847171
2025-07-13 0.126331 0.174697 0.249735 0.385074 0.652622 1.253449 3.220668
2025-07-20 0.122768 0.170993 0.246687 0.385397 0.666112 1.320067 3.617508
2025-07-27 0.119268 0.167220 0.243294 0.384778 0.677502 1.383868 4.045777
2025-08-03 0.116518 0.164505 0.241504 0.386984 0.695238 1.468469 4.626113
2025-08-10 0.111503 0.157949 0.232881 0.375535 0.681327 1.463197 4.789602
2025-08-17 0.106335 0.150975 0.223261 0.361608 0.660572 1.435327 4.829528
2025-08-24 0.103946 0.148429 0.221141 0.362157 0.673190 1.507486 5.456280